Systemic liquidity contagion in the European interbank market

TitleSystemic liquidity contagion in the European interbank market
Publication TypeJournal Article
Year of Publication2021
AuthorsMacchiati, V, Brandi, G, Di Matteo, T, Paolotti, D, Caldarelli, G, Cimini, G
JournalJournal of Economic Interaction and Coordination
KeywordsEpidemic model, European Interbank market, Financial contagion, Liquidity shocks
DOI10.1007/s11403-021-00338-1
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